Carnegie Mellon University
Browse

Market Stability in Nonequivalent Markets and the Martingale Property of the Dual Optimizer

Download (887.92 kB)
thesis
posted on 2016-04-01, 00:00 authored by Kimberly Weston
Mathematical Sciences

History

Date

2016-04-01

Degree Type

  • Dissertation

Department

  • Mathematical Sciences

Degree Name

  • Doctor of Philosophy (PhD)

Advisor(s)

Dmitry Kramkov

Usage metrics

    Categories

    Keywords

    Mathematical SciencesMathematical Sciences not elsewhere classified

    Licence

    In Copyright

    Exports

    RefWorks
    BibTeX
    Ref. manager
    Endnote
    DataCite
    NLM
    DC